You must end your last turn by playing to the discard pile
In games with a discard pile, you end your turn by playing a card from your hand onto the discard pile.
But if this rule is in place, you have to do that even in your very last turn, that is when you win the game. It is not allowed to play all your cards onto the table and leave no card to play onto the discard pile.
Games with this rule
In Rummi, both built-in games with a discard pile (Jin Rummi and Tonic Rummi), don't use this rule.